+137.5%
UMC vs MET
+82.5%
+55.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.9% |
| 7D | +11.4% | -2.5% | +13.8% | +12.2% |
| 30D | +16.8% | 0.0% | +16.8% | +16.6% |
| 3M | +19.1% | +13.1% | +6.0% | +13.1% |
| 6M | +137.4% | +39.0% | +98.5% | +108.1% |
| YTD | +186.4% | +25.2% | +161.2% | +159.2% |
| 1Y | +229.1% | +25.6% | +203.4% | +196.6% |
| 3Y | +257.9% | +67.1% | +190.8% | +171.7% |
| 5Y | +137.5% | +85.1% | +52.4% | +72.9% |
| All | +137.5% | +82.5% | +55.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling